On the approximation of one Markov chain by another

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dc.creatorJerrum, Mark
dc.date2003-12-17
dc.date.accessioned2026-07-07T05:04:00Z
dc.date.available2026-07-07T05:04:00Z
dc.descriptionMotivated by applications in Markov chain Monte Carlo, we discuss what it means for one Markov chain to be an approximation to another. Specifically included in that discussion are situations in which a Markov chain with continuous state space is approximated by one with finite state space. A simple sufficient condition for close approximation is derived, which indicates the existence of three distinct approximation regimes. Counterexamples are presented to show that these regimes are real and not artifacts of the proof technique. An application to the ``ball walk'' of Lovász and Simonovits is provided as an illustrative example.
dc.description18 pages
dc.identifierhttps://arxiv.org/abs/math/0312340
dc.identifierhttp://arxiv.org/abs/math/0312340
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/69638
dc.subjectProbability
dc.subject60J10; 68W20
dc.titleOn the approximation of one Markov chain by another
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